大家好!请教大家!
我按照琼斯模型做出来的盈余管理...请问这个偏度和峰度正常么?尤其是峰度169...是可以的么?还是我没做哪项处理?
PS.数据都已做过5%的缩尾处理
. sum DACC,d
DACC
-------------------------------------------------------------
Percentiles Smallest
1% -.2463105 -3.527558
5% -.1296437 -2.01096
10% -.0926987 -1.487234 Obs 12057
25% -.0449519 -1.455539 Sum of Wgt. 12057
50% -.0003318 Mean -1.42e-19
Largest Std. Dev. .0991552
75% .0471295 .4136282
90% .1105431 .4151306 Variance .0098318
95% .1480014 .4417301 Skewness -6.154275
99% .197756 .6169737 Kurtosis 169.2046